Year to date as of May 7 | |||||||||||||||||||
Coupon Type | Market | Average Life Buckets | |||||||||||||||||
Asset Class | Volume Pub/144A | Fixed Rate | Floating Rate | Public | 144A | 0.0 to 0.9 | 1.0 to 2.9 | 3.0 to 5.9 | 6.0 to 7.9 | 8.0 to 11.0 | |||||||||
Aircraft Leases | 1,365 | 1,365 | 1,365 | 1,365 | |||||||||||||||
Asset-Back Certs | |||||||||||||||||||
Auto Loans/Recs | 21,108 | 15,594 | 5,513 | 20,317 | 791 | 4,503 | 12,523 | 4,024 | 35 | ||||||||||
Cash | |||||||||||||||||||
Catastrophe Bond | |||||||||||||||||||
Commercial Loans | 682 | 188 | 495 | 682 | 638 | 45 | |||||||||||||
Corp Bond/Note | 1,999 | 1,071 | 895 | 1,999 | 1,411 | 56 | 532 | ||||||||||||
Corporate Loans | 4,742 | 183 | 4,535 | 4,742 | 3,544 | 450 | 749 | ||||||||||||
Credit Card Rec | 28,544 | 5,739 | 22,805 | 28,188 | 356 | 7,612 | 3,909 | 16,274 | 750 | ||||||||||
Debentures | 1,291 | 1,291 | 1,291 | 1,291 | |||||||||||||||
Equip Loans | |||||||||||||||||||
Equip. Leases | 1,808 | 1,067 | 742 | 852 | 956 | 253 | 1,052 | 434 | 68 | ||||||||||
FHLMC | 1,259 | 1,259 | 1,259 | 1,259 | |||||||||||||||
FNMA | 3,480 | 1,480 | 1,999 | 3,480 | 2,113 | 1,002 | 221 | 144 | |||||||||||
Floorplan Recs | 3,250 | 3,250 | 3,224 | 26 | 750 | 2,500 | |||||||||||||
Franchisee Loans | 228 | 228 | 228 | 109 | |||||||||||||||
Health Care Rec | |||||||||||||||||||
Insurance Recs | 1,141 | 250 | 891 | 519 | 622 | 1,141 | |||||||||||||
Junk Bonds | 2,293 | 233 | 2,060 | 2,293 | 734 | 490 | 1,069 | ||||||||||||
Legal Fees | |||||||||||||||||||
Loans | 177 | 177 | 177 | 177 | |||||||||||||||
Mnfrd Housing Ct | 260 | 140 | 121 | 260 | 51 | 146 | 3 | 45 | |||||||||||
Motorcycle Loans | 550 | 550 | 550 | 550 | |||||||||||||||
Mutual Fund Fees | 175 | 75 | 100 | 175 | 175 | ||||||||||||||
Non-Jumbo Mtg Ln | 23,637 | 6,703 | 16,658 | 21,942 | 1,695 | 11,130 | 4,254 | 7,961 | 51 | 156 | |||||||||
Non-Perf Loans | |||||||||||||||||||
Oil Contracts | |||||||||||||||||||
Preferred Sec | 725 | 146 | 579 | 725 | 36 | 177 | 512 | ||||||||||||
Prv Issued Sec | 479 | 178 | 301 | 87 | 392 | 479 | |||||||||||||
Rental Car Rec. | 1,775 | 1,050 | 725 | 1,775 | 650 | 1,125 | |||||||||||||
Retail Contracts | |||||||||||||||||||
Rev Cred/Home Eq | 73,558 | 31,803 | 41,550 | 66,539 | 7,020 | 32,821 | 22,064 | 16,981 | 1,324 | 224 | |||||||||
Sm Business Loan | 254 | 254 | 254 | 254 | |||||||||||||||
Stranded Costs | |||||||||||||||||||
Struc Fin Credit | 5,301 | 884 | 4,381 | 5,301 | 2,224 | 222 | 2,004 | 770 | |||||||||||
Student Loans | 12,493 | 600 | 10,010 | 11,370 | 1,123 | 1,749 | 2,371 | 4,345 | 3,248 | 68 | |||||||||
Swap Agreement | |||||||||||||||||||
Tax Liens | |||||||||||||||||||
Timeshare Loans | 303 | 245 | 58 | 303 | 303 | ||||||||||||||
Tobacco Receives | 154 | 154 | 154 | 154 | |||||||||||||||
Trade Recs | |||||||||||||||||||
Truck Loans | |||||||||||||||||||
Leases | 450 | 450 | 450 | ||||||||||||||||
Note: Figures are preliminary and subject to change. Data includes U.S. deals and dollar Euro 144As.Source: Thomson Financial |
-
Spreads ranging from 16-18 basis points over the three-month, interpolated yield curve on the P1 (Moody's) and F1+ (Fitch) notes, to 160 to 170 over the benchmark on the class D notes.
1h ago -
Broken down by product type, the agency's NJCLASS Standard Fixed product should account for a large majority of the loans, 75.4%. NJCLASS Consolidation will account for the next-largest group, 14.1%.
April 24 -
The notes will price against Treasurys, with spreads expected to fall between 85 and 90 basis points over the benchmark.
April 24 -
The JPMorgan Chase CEO took aim Tuesday at the proposed Basel III endgame rules, hindrances to mergers and bureaucratic burdens. "I would love to have a more productive relationship with regulators, but I think it takes conversation," Dimon said.
April 24 -
Bluegreen Vacation originated the loans and Fitch expressed confidence in its record of good performance as servicer.
April 23 -
Many legal experts think the Supreme Court will rule in favor of the Consumer Financial Protection Bureau in a case challenging its funding. Such a ruling would unleash a flurry of litigation that has been on hold pending the outcome of the constitutional challenge.
April 23